Bring a medium pot of water to a boil and blanch the peeled and deveined shrimp for 2 minutes until pink and opaque.
Immediately transfer the shrimp to an ice bath to stop the cooking process, then drain and pat dry.
Chop the cooled shrimp into half-inch pieces and place them in a large glass mixing bowl.
In a small jar, whisk together the lime juice, lemon juice, and extra virgin olive oil until emulsified.
Add the finely diced red onion, cucumber, roma tomato, and minced jalapeño to the shrimp bowl.
Pour the citrus marinade over the mixture and season with sea salt and black pepper, tossing well to combine.
Cover and refrigerate for 30 minutes to allow the flavors to meld and the onions to soften.
Just before serving, gently fold in the diced avocado and freshly chopped cilantro to keep the avocado firm and the herbs bright.